HSI Volatility Index

CBOE EFA ETF Volatility Index

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{type} for {date}

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	param	t-stat
$ω$	1.0118	5.41
$α$	0.1448	7.15
$β$	0.7502	24.12
$γ_{1}$	0.0260	0.16
$γ_{2}$	-0.3167	-1.24
$γ_{3}$	0.7643	4.61
$γ_{4}$	-0.8064	-5.04
$γ_{5}$	0.3872	2.30
$γ_{6}$	0.0175	0.12
$γ_{7}$	-0.1633	-1.28
$γ_{8}$	0.1957	1.78
$γ_{9}$	-0.2056	-1.79
$γ_{10}$	0.4117	1.44

V-Lab

Haitong International Securities Group Ltd Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Haitong International Securities Group Ltd Analyses